+303.7%
CCJ vs TRI
-11.1%
+314.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.8% |
| 7D | -3.2% | -14.4% | +11.2% | -1.1% |
| 30D | -1.3% | -8.1% | +6.8% | -0.4% |
| 3M | +2.5% | +17.5% | -15.0% | -2.0% |
| 6M | -18.9% | -5.0% | -13.9% | -18.7% |
| YTD | +6.5% | -24.7% | +31.2% | +16.7% |
| 1Y | +22.8% | -41.5% | +64.3% | +53.7% |
| 3Y | +164.5% | -20.3% | +184.8% | +159.5% |
| 5Y | +303.7% | -10.9% | +314.6% | +222.9% |
| All | +303.7% | -11.1% | +314.9% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling